CME Euro FX Future March 2007

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Trading Metrics calculated at close of trading on 03-Apr-2006
Day Change Summary Previous Current 31-Mar-2006 03-Apr-2006 Change Change % Previous Week Open 1.2357 1.2376 0.0019 0.2% 1.2247 High 1.2357 1.2376 0.0019 0.2% 1.2385 Low 1.2357 1.2376 0.0019 0.2% 1.2243 Close 1.2357 1.2376 0.0019 0.2% 1.2357 Range ATR 0.0046 0.0044 -0.0002 -4.2% 0.0000 Volume 15 0 -15 -100.0% 18
Daily Pivots for day following 03-Apr-2006 Classic Woodie Camarilla DeMark R4 1.2376 1.2376 1.2376 R3 1.2376 1.2376 1.2376 R2 1.2376 1.2376 1.2376 R1 1.2376 1.2376 1.2376 1.2376 PP 1.2376 1.2376 1.2376 1.2376 S1 1.2376 1.2376 1.2376 1.2376 S2 1.2376 1.2376 1.2376 S3 1.2376 1.2376 1.2376 S4 1.2376 1.2376 1.2376	Weekly Pivots for week ending 31-Mar-2006 Classic Woodie Camarilla DeMark R4 1.2754 1.2698 1.2435 R3 1.2612 1.2556 1.2396 R2 1.2470 1.2470 1.2383 R1 1.2414 1.2414 1.2370 1.2442 PP 1.2328 1.2328 1.2328 1.2343 S1 1.2272 1.2272 1.2344 1.2300 S2 1.2186 1.2186 1.2331 S3 1.2044 1.2130 1.2318 S4 1.1902 1.1988 1.2279
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2385 1.2243 0.0142 1.1% 0.0014 0.1% 94% False False 3 10 1.2385 1.2206 0.0179 1.4% 0.0007 0.1% 95% False False 1 20 1.2441 1.2143 0.0298 2.4% 0.0003 0.0% 78% False False 1 40 1.2441 1.2116 0.0325 2.6% 0.0002 0.0% 80% False False 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.2376 2.618 1.2376 1.618 1.2376 1.000 1.2376 0.618 1.2376 HIGH 1.2376 0.618 1.2376 0.500 1.2376 0.382 1.2376 LOW 1.2376 0.618 1.2376 1.000 1.2376 1.618 1.2376 2.618 1.2376 4.250 1.2376
Fisher Pivots for day following 03-Apr-2006 Pivot 1 day 3 day R1 1.2376 1.2368 PP 1.2376 1.2359 S1 1.2376 1.2351

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